NumXL

1.51.40905.1

Microsoft Excel Add-in for econometrics and financial time series analytics.

User Rating:

Not rated yet
Version:

1.51.40905.1
Publisher:

Spider Financial
Date added:

Jan 4, 2012
Operating systems:

Windows
File size:

5.47 MB
File name:

NumXLSetup.exe
Total downloads:

12
License:

Shareware ($200)
User reviews:

Write your review
Video review:

Not available
Share it:

To link this page, insert the following HTML code to your page:

Before you download: Run a free scan for PC errors

Download Now (5.47 Mb)

Software Description

NumXL is a Microsoft Excel Add-in for econometrics and financial time series analytics, designed to make finance modeling and time series easier to manage. You can perform all of your analysis right from Excel. NumXL allows you to apply advanced econometric analysis quickly and easily, track and make changes to your data instantly; share your analysis, modeling, and results with just one file. In just a few clicks, you can analyze, build, validate, back-test and forecast your models.

NumXL functions are organized into four categories: Statistical Tests for population distribution (mean, standard deviation, skew, kurtosis, normality, serial correlation (white-noise) and ARCH effect).

Linear time series:

- Conditional mean modeling (ARMA/ARIMA/ARMAX).

- ARCH/GARCH Analysis: conditional volatility and heteroskedacity modeling (ARC/GARCH/E-GARCH/GARCH-M).

- Advanced (Mixed) Models: log-likelihood, AIC, residuals diagnosis, parameters' constraints check, forecast.

- Utilities: Interpolation, statistical functions.

Key features:

- Population Mean, Variance, Skew, and Excess Kurtosis tests.

- Normality test - Jarque–Bera test, Shapiro–Wilk_test, and Chi-square test methods.

- White-Noise test - Portmanteau test, Ljung-Box test and modified Q-test.

- ARCH Effect test

- LAG and Difference operators

- Weighted-Moving Average (WMA)

- Exponential Weighted-Moving Average (EWMA)

- Correlation and Exponential-Weighted Correlation functions

- Autocorrelation and Partial-Autocorrelation functions

- Log-Likelihood Function (LLF)

- Akaike Information Criterion (AIC)

- Stability Check

- Residuals diagnosis

- In-sample and out-sample forecast

- Mean and confidence interval forecast

- Conditional and term-structure volatility forecast

- Long-run forecast

- Autoregressive Moving Average (ARMA, ARIMA and ARMAX)

- AirLine Model

- Generalized Linear Model (GLM)

- Generalized Autoregressive Conditional Heteroskedacity Models (ARCH/GARCH)

- Exponential GARCH

- GARCH in the Mean (GARCH-M)

Soft-Go is not responsible for the content of NumXL publisher's description. We encourage you to determine whether this product or your intended use is legal. We do not encourage or condone the use of any software in violation of applicable laws.

Any form of support or technical problems regarding NumXL must be addressed to its developer/publisher. Please be aware that we do NOT provide NumXL cracks, serial numbers, registration codes or any forms of pirated software downloads.

Screenshot

Download Note

NumXL is periodically updated by our editors team but sometimes you may find out that software informations are outdated, please note that the publisher of NumXL can update the software without notifying us. Current version of NumXL is 1.51.40905.1.

Note: Soft-Go doesn't provide any form of technical support regarding NumXL, however, you may find answer to your problem by reading user reviews or directly contacting Spider Financial which's the publisher/developer of this software.